+341.0%
JCI vs EMR
+266.1%
+74.9%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.3% |
| 7D | +4.1% | +0.9% | +3.2% | +3.5% |
| 30D | -3.8% | -5.0% | +1.1% | -1.0% |
| 3M | -1.6% | +5.9% | -7.6% | -5.2% |
| 6M | +9.5% | +7.3% | +2.2% | +4.1% |
| YTD | +21.7% | +14.6% | +7.2% | +10.3% |
| 1Y | +37.1% | +15.6% | +21.5% | +22.6% |
| 3Y | +165.2% | +60.2% | +105.0% | +90.8% |
| 5Y | +110.3% | +65.8% | +44.5% | +46.4% |
| 10Y | +341.0% | +277.4% | +63.6% | +80.3% |
| All | +341.0% | +266.1% | +74.9% | +80.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EMR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling